09:30 | Welcome & Introduction |
09:35 | Welcome Thomas Book, Chief Executive Officer, Eurex |
09:40 | Food for thought: Scenarios in the time of Corona Bill Diviney, Senior Economist, ABN AMRO, Group Economics |
10:00 | COVID-19 – The Impact on Clearing and Margin Management Today & Tomorrow A look at how the COVID-19 pandemic and related market volatility has impacted clearing and margin management and how industry participants are changing their operations and procedures accordingly. - How has the CCP risk model management been affected by COVID19?
- What impact has the recent volatility had on margin management and funding?
- How is the recent crisis changing firms’ approach to clearing?
Moderator: Julia Schieffer, Founder, DerivSource Panelists: - Alexander Jacobs, Head of OTC Clearing, ABN AMRO Clearing
- Phil Simons, Global Head of Sales, Fixed Income Derivatives Funding & Financing, Eurex
- Max Verheijen, Director Financial Markets, Cardano
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10:45 | BREAK Interview Value in a Post Covid World ESG Redefines Market & Brand Value As New Normal emerges Adeline Diab, Head of ESG & Thematic Investing EMEA, Bloomberg Intelligence |
11:00 | Panel Discussion & Q&A : With great power comes great responsibility The current portfolio shift from existing benchmarks to sustainable alternatives will continue to change the investment landscape as more than 70% of institutional investors stated that all their portfolios will be managed according to responsible investment principles by 2030(*). This shift poses some fundamental questions though. - What constitutes irresponsible behaviour by investors?
- Calculating ESG indices: does the concept of an index undermine the ESG movement?
- Fixed income ESG: what are the implications of expanding ESG beyond equities?
Moderator: Will Mitting, Founder, Acuiti Panelists: - Harold de Boer, Managing Director / Head of R&D, Transtrend
- Zubin Ramdarshan, Head of Equity & Index Product Design, Eurex
- William Bryant, Partner & Portfolio Analyst, Albourne Partners
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11:45 | BREAK Interview Sustainable and Competitive Clearing Jan Bart de Boer, Chief Commercial Officer, ABN AMRO Clearing Bank |
11:55 | Panel Discussion & Q&A: What will be the impact of the coronavirus on equity derivatives markets? The spread of the coronavirus has led to unprecedented volatility and volume across global derivatives markets. At the same time, operations have been tested like never before. As the first wave of the crisis abates, thoughts are now turning to what lessons have been learned and what will permanently change as a result of the recent experience. - Where was the major pressure on operations stemming from the volatility and volumes?
- How has the crisis changed our understanding of volatility trading?
- Volatility and risk management of the options market: what lessons have been learned over the past two months?
Moderator: Will Mitting, Founder, Acuiti Panelists: - Thibaut Herens, Partner, Optiver
- Andreas Schmidt, Equity Derivatives Application Specialist, Bloomberg
- Randolf Roth, Member of the Executive Board, Eurex
- Tobias Hekster, Co-CIO, True Partner
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12:40 | The Role of Total Return Futures During Dividend Uncertainty The current market volatility has introduced uncertainty around dividends and is driving firms to look at ‘dividend neutral’ solutions, such as the Eurex Total Return Futures (TRFs), to support their trading needs. Stuart Heath, Director, Equity & Index Product Design at Eurex and Julia Schieffer, Founder of DerivSource, explore in a Q&A discussion. - How is the dividend equity market impacted by current market volatility and changing dividend expectations and what are the new challenges firms face?
- How do TRFs fit into newly adapted trading strategies in light of new market conditions
- What’s next for TRFs and how will Eurex continue to evolve this instrument to support new needs?
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13:10 | Closing remarks |